{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "7d4d72ed-6a08-4dba-a93d-3d494082a404",
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "from datetime import datetime\n",
    "import backtrader as bt\n",
    "from strategies.MutiStockStrategy import SMAStrategy as avgStrage"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "e4e87633-017d-4722-a568-d7bead7a6959",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "a78e332a-45b9-49f5-a524-150b71b88dd6",
   "metadata": {},
   "outputs": [],
   "source": [
    "def get_data(filename='data/CFFEX.IC.HOT_d.csv'):\n",
    "    dataframe = pd.read_csv(filename)\n",
    "    dataframe['Datatime'] = pd.to_datetime(dataframe['date'])\n",
    "    dataframe.set_index('Datatime', inplace=True)\n",
    "    return dataframe"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "a0fb6007-6d73-4ffa-8c2a-38f03b3de11d",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "7d0ae25a-e254-4b88-a6d1-ae8869aee050",
   "metadata": {},
   "outputs": [],
   "source": [
    "stock_data = get_data()\n",
    "stock_data1 = get_data('data/CFFEX.IF.HOT_d.csv')\n",
    "from_date = datetime(2015, 1, 1)\n",
    "to_date = datetime(2020, 1, 1)\n",
    "data = bt.feeds.PandasData(dataname=stock_data, fromdate=from_date, todate=to_date)\n",
    "data1 = bt.feeds.PandasData(dataname=stock_data1, fromdate=from_date, todate=to_date)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "c43d77f1-1107-4592-8440-baffc131e411",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "2015-05-29, 订单失败\n",
      "2015-05-29, 订单失败\n",
      "2015-06-01, 订单失败\n",
      "2015-06-01, 订单失败\n",
      "2015-06-02, 订单失败\n",
      "2015-06-02, 订单失败\n",
      "2015-06-03, 订单失败\n",
      "2015-06-03, 订单失败\n",
      "2015-06-04, 订单失败\n",
      "2015-06-04, 订单失败\n",
      "2015-06-05, 订单失败\n",
      "2015-06-05, 订单失败\n",
      "2015-06-08, 订单失败\n",
      "2015-06-08, 订单失败\n",
      "2015-06-09, 订单失败\n",
      "2015-06-09, 订单失败\n",
      "2015-06-10, 订单失败\n",
      "2015-06-10, 订单失败\n",
      "2015-06-11, 订单失败\n",
      "2015-06-11, 订单失败\n",
      "2015-06-12, 订单失败\n",
      "2015-06-12, 订单失败\n",
      "2015-06-15, 订单失败\n",
      "2015-06-15, 订单失败\n",
      "2015-06-16, 订单失败\n",
      "2015-06-16, 订单失败\n",
      "2015-06-17, 订单失败\n",
      "2015-06-17, 订单失败\n",
      "2015-06-18, 订单失败\n",
      "2015-06-18, 订单失败\n",
      "2015-06-19, 订单失败\n",
      "2015-08-05, 买入: 价格：7677.0, 成本：767700.0, 手续费：460.62\n",
      "2015-08-06, 卖出: 价格：7415.0, 成本：767700.0, 手续费：444.9\n",
      "2015-08-06, 策略收益：-26200.0, 交易收益：-27105.52\n",
      "2015-08-07, 买入: 价格：7600.0, 成本：760000.0, 手续费：456.0\n",
      "2015-08-11, 订单失败\n",
      "2015-08-12, 订单失败\n",
      "2015-08-13, 订单失败\n",
      "2015-08-14, 订单失败\n",
      "2015-08-17, 订单失败\n",
      "2015-08-18, 订单失败\n",
      "2015-08-21, 卖出: 价格：7500.2, 成本：760000.0, 手续费：450.012\n",
      "2015-08-21, 策略收益：-9980.000000000018, 交易收益：-10886.012000000019\n",
      "2015-10-09, 买入: 价格：6230.0, 成本：623000.0, 手续费：373.8\n",
      "2015-10-09, 买入: 价格：3241.4, 成本：324140.0, 手续费：194.484\n",
      "2015-11-30, 卖出: 价格：7092.6, 成本：623000.0, 手续费：425.556\n",
      "2015-11-30, 卖出: 价格：3487.2, 成本：324140.0, 手续费：209.23199999999997\n",
      "2015-11-30, 策略收益：86260.00000000003, 交易收益：85460.64400000003\n",
      "2015-11-30, 策略收益：24579.99999999997, 交易收益：24176.28399999997\n",
      "2015-12-03, 订单失败\n",
      "2015-12-03, 买入: 价格：7252.2, 成本：725220.0, 手续费：435.13199999999995\n",
      "2015-12-04, 订单失败\n",
      "2015-12-07, 订单失败\n",
      "2015-12-08, 订单失败\n",
      "2015-12-09, 卖出: 价格：7231.0, 成本：725220.0, 手续费：433.85999999999996\n",
      "2015-12-09, 策略收益：-2119.999999999982, 交易收益：-2988.991999999982\n",
      "2015-12-15, 订单失败\n",
      "2015-12-15, 买入: 价格：7403.0, 成本：740300.0, 手续费：444.18\n",
      "2015-12-16, 订单失败\n",
      "2015-12-17, 订单失败\n",
      "2015-12-18, 订单失败\n",
      "2015-12-21, 订单失败\n",
      "2015-12-22, 订单失败\n",
      "2015-12-23, 订单失败\n",
      "2015-12-24, 订单失败\n",
      "2015-12-25, 订单失败\n",
      "2015-12-28, 订单失败\n",
      "2015-12-29, 卖出: 价格：7333.2, 成本：740300.0, 手续费：439.99199999999996\n",
      "2015-12-29, 策略收益：-6980.000000000018, 交易收益：-7864.172000000019\n",
      "2015-12-30, 订单失败\n",
      "2015-12-30, 买入: 价格：7442.0, 成本：744200.0, 手续费：446.52\n",
      "2015-12-31, 订单失败\n",
      "2016-01-04, 卖出: 价格：7350.0, 成本：744200.0, 手续费：441.0\n",
      "2016-01-04, 策略收益：-9200.0, 交易收益：-10087.52\n",
      "2016-02-23, 买入: 价格：5861.2, 成本：586120.0, 手续费：351.67199999999997\n",
      "2016-02-25, 买入: 价格：3039.8, 成本：303980.0, 手续费：182.388\n",
      "2016-02-26, 卖出: 价格：5433.6, 成本：586120.0, 手续费：326.016\n",
      "2016-02-26, 卖出: 价格：2879.0, 成本：303980.0, 手续费：172.73999999999998\n",
      "2016-02-26, 策略收益：-42759.99999999994, 交易收益：-43437.687999999944\n",
      "2016-02-26, 策略收益：-16080.000000000018, 交易收益：-16435.12800000002\n",
      "2016-03-03, 买入: 价格：3010.0, 成本：301000.0, 手续费：180.6\n",
      "2016-03-04, 买入: 价格：5603.8, 成本：560380.0, 手续费：336.228\n",
      "2016-03-07, 卖出: 价格：5567.0, 成本：560380.0, 手续费：334.02\n",
      "2016-03-07, 策略收益：-3680.000000000018, 交易收益：-4350.248000000018\n",
      "2016-03-08, 买入: 价格：5511.0, 成本：551100.0, 手续费：330.65999999999997\n",
      "2016-03-10, 卖出: 价格：5548.0, 成本：551100.0, 手续费：332.88\n",
      "2016-03-10, 策略收益：3700.0, 交易收益：3036.46\n",
      "2016-03-15, 买入: 价格：5627.0, 成本：562700.0, 手续费：337.62\n",
      "2016-04-21, 卖出: 价格：5800.4, 成本：562700.0, 手续费：348.02399999999994\n",
      "2016-04-21, 卖出: 价格：3110.0, 成本：301000.0, 手续费：186.6\n",
      "2016-04-21, 策略收益：17339.999999999964, 交易收益：16654.355999999963\n",
      "2016-04-21, 策略收益：10000.0, 交易收益：9632.8\n",
      "2016-05-04, 买入: 价格：6060.0, 成本：606000.0, 手续费：363.59999999999997\n",
      "2016-05-04, 买入: 价格：3187.0, 成本：318700.0, 手续费：191.22\n",
      "2016-05-09, 卖出: 价格：5830.0, 成本：606000.0, 手续费：349.8\n",
      "2016-05-09, 卖出: 价格：3054.0, 成本：318700.0, 手续费：183.23999999999998\n",
      "2016-05-09, 策略收益：-23000.0, 交易收益：-23713.4\n",
      "2016-05-09, 策略收益：-13300.0, 交易收益：-13674.46\n",
      "2016-06-01, 买入: 价格：5925.0, 成本：592500.0, 手续费：355.5\n",
      "2016-06-01, 买入: 价格：3150.2, 成本：315020.0, 手续费：189.01199999999997\n",
      "2016-06-14, 卖出: 价格：5740.0, 成本：592500.0, 手续费：344.4\n",
      "2016-06-14, 卖出: 价格：3038.2, 成本：315020.0, 手续费：182.29199999999997\n",
      "2016-06-14, 策略收益：-18500.0, 交易收益：-19199.9\n",
      "2016-06-14, 策略收益：-11200.0, 交易收益：-11571.304\n",
      "2016-06-16, 买入: 价格：5920.2, 成本：592020.0, 手续费：355.212\n",
      "2016-06-16, 买入: 价格：3049.8, 成本：304980.0, 手续费：182.988\n",
      "2016-06-17, 卖出: 价格：3046.2, 成本：304980.0, 手续费：182.772\n",
      "2016-06-17, 策略收益：-360.0000000000364, 交易收益：-725.7600000000364\n",
      "2016-06-23, 买入: 价格：3076.0, 成本：307600.0, 手续费：184.56\n",
      "2016-06-24, 卖出: 价格：3057.2, 成本：307600.0, 手续费：183.432\n",
      "2016-06-24, 策略收益：-1880.0000000000182, 交易收益：-2247.9920000000184\n",
      "2016-06-28, 买入: 价格：3070.0, 成本：307000.0, 手续费：184.2\n",
      "2016-07-28, 卖出: 价格：6120.2, 成本：592020.0, 手续费：367.212\n",
      "2016-07-28, 策略收益：20000.0, 交易收益：19277.576\n",
      "2016-08-02, 卖出: 价格：3176.0, 成本：307000.0, 手续费：190.56\n",
      "2016-08-02, 策略收益：10600.0, 交易收益：10225.24\n",
      "2016-08-05, 买入: 价格：3181.0, 成本：318100.0, 手续费：190.85999999999999\n",
      "2016-08-09, 买入: 价格：6247.8, 成本：624780.0, 手续费：374.868\n",
      "2016-08-12, 卖出: 价格：6200.0, 成本：624780.0, 手续费：372.0\n",
      "2016-08-12, 策略收益：-4780.000000000018, 交易收益：-5526.868000000019\n",
      "2016-08-15, 买入: 价格：6285.2, 成本：628520.0, 手续费：377.11199999999997\n",
      "2016-09-13, 卖出: 价格：6298.2, 成本：628520.0, 手续费：377.892\n",
      "2016-09-13, 卖出: 价格：3252.0, 成本：318100.0, 手续费：195.12\n",
      "2016-09-13, 策略收益：1300.0, 交易收益：544.9960000000001\n",
      "2016-09-13, 策略收益：7100.0, 交易收益：6714.02\n",
      "2016-10-10, 买入: 价格：6348.8, 成本：634880.0, 手续费：380.928\n",
      "2016-10-11, 买入: 价格：3289.6, 成本：328960.0, 手续费：197.37599999999998\n",
      "2016-12-05, 卖出: 价格：6395.0, 成本：634880.0, 手续费：383.7\n",
      "2016-12-05, 策略收益：4619.999999999982, 交易收益：3855.371999999982\n",
      "2016-12-13, 卖出: 价格：3389.4, 成本：328960.0, 手续费：203.364\n",
      "2016-12-13, 策略收益：9980.000000000018, 交易收益：9579.260000000018\n",
      "2017-01-05, 买入: 价格：6362.0, 成本：636200.0, 手续费：381.71999999999997\n",
      "2017-01-12, 卖出: 价格：6302.4, 成本：636200.0, 手续费：378.14399999999995\n",
      "2017-01-12, 策略收益：-5960.000000000036, 交易收益：-6719.864000000036\n",
      "2017-01-19, 买入: 价格：3322.0, 成本：332200.0, 手续费：199.32\n",
      "2017-01-20, 卖出: 价格：3320.2, 成本：332200.0, 手续费：199.212\n",
      "2017-01-20, 策略收益：-180.0000000000182, 交易收益：-578.5320000000181\n",
      "2017-01-23, 买入: 价格：3355.2, 成本：335520.0, 手续费：201.31199999999998\n",
      "2017-02-09, 买入: 价格：6248.0, 成本：624800.0, 手续费：374.88\n",
      "2017-02-16, 卖出: 价格：6200.2, 成本：624800.0, 手续费：372.012\n",
      "2017-02-16, 策略收益：-4780.000000000018, 交易收益：-5526.892000000018\n",
      "2017-02-17, 买入: 价格：6295.8, 成本：629580.0, 手续费：377.748\n",
      "2017-02-20, 卖出: 价格：6220.2, 成本：629580.0, 手续费：373.212\n",
      "2017-02-20, 策略收益：-7560.000000000036, 交易收益：-8310.960000000036\n",
      "2017-02-21, 买入: 价格：6311.0, 成本：631100.0, 手续费：378.65999999999997\n",
      "2017-03-10, 卖出: 价格：3403.0, 成本：335520.0, 手续费：204.17999999999998\n",
      "2017-03-10, 策略收益：4780.000000000018, 交易收益：4374.508000000018\n",
      "2017-03-13, 买入: 价格：3407.4, 成本：340740.0, 手续费：204.444\n",
      "2017-03-20, 卖出: 价格：3423.2, 成本：340740.0, 手续费：205.39199999999997\n",
      "2017-03-20, 策略收益：1579.9999999999727, 交易收益：1170.1639999999727\n",
      "2017-03-22, 订单失败\n",
      "2017-03-24, 订单失败\n",
      "2017-03-27, 订单失败\n",
      "2017-03-28, 订单失败\n",
      "2017-03-29, 订单失败\n",
      "2017-03-30, 订单失败\n",
      "2017-03-31, 卖出: 价格：6378.6, 成本：631100.0, 手续费：382.716\n",
      "2017-03-31, 策略收益：6760.000000000036, 交易收益：5998.624000000036\n",
      "2017-04-05, 买入: 价格：3485.0, 成本：348500.0, 手续费：209.1\n",
      "2017-04-06, 订单失败\n",
      "2017-04-07, 订单失败\n",
      "2017-04-10, 订单失败\n",
      "2017-04-11, 订单失败\n",
      "2017-04-12, 订单失败\n",
      "2017-04-13, 订单失败\n",
      "2017-04-14, 订单失败\n",
      "2017-04-17, 订单失败\n",
      "2017-04-20, 卖出: 价格：3425.0, 成本：348500.0, 手续费：205.5\n",
      "2017-04-20, 策略收益：-6000.0, 交易收益：-6414.6\n",
      "2017-05-17, 买入: 价格：3410.0, 成本：341000.0, 手续费：204.6\n",
      "2017-05-18, 卖出: 价格：3377.0, 成本：341000.0, 手续费：202.62\n",
      "2017-05-18, 策略收益：-3300.0, 交易收益：-3707.2200000000003\n",
      "2017-05-26, 买入: 价格：3485.8, 成本：348580.0, 手续费：209.148\n",
      "2017-06-08, 买入: 价格：5949.0, 成本：594900.0, 手续费：356.94\n",
      "2017-06-13, 卖出: 价格：5882.2, 成本：594900.0, 手续费：352.93199999999996\n",
      "2017-06-13, 策略收益：-6680.000000000018, 交易收益：-7389.8720000000185\n",
      "2017-06-14, 买入: 价格：5963.0, 成本：596300.0, 手续费：357.78\n",
      "2017-07-18, 卖出: 价格：5825.0, 成本：596300.0, 手续费：349.5\n",
      "2017-07-18, 策略收益：-13800.0, 交易收益：-14507.28\n",
      "2017-07-21, 订单失败\n",
      "2017-07-25, 订单失败\n",
      "2017-07-26, 订单失败\n",
      "2017-07-27, 订单失败\n",
      "2017-07-28, 订单失败\n",
      "2017-07-31, 订单失败\n",
      "2017-08-01, 订单失败\n",
      "2017-08-02, 订单失败\n",
      "2017-08-03, 订单失败\n",
      "2017-08-04, 订单失败\n",
      "2017-08-07, 订单失败\n",
      "2017-08-08, 订单失败\n",
      "2017-08-09, 订单失败\n",
      "2017-08-10, 订单失败\n",
      "2017-08-11, 订单失败\n",
      "2017-08-14, 订单失败\n",
      "2017-08-14, 卖出: 价格：3640.0, 成本：348580.0, 手续费：218.4\n",
      "2017-08-14, 策略收益：15419.999999999982, 交易收益：14992.451999999981\n",
      "2017-08-15, 买入: 价格：6283.2, 成本：628320.0, 手续费：376.99199999999996\n",
      "2017-08-16, 订单失败\n",
      "2017-08-18, 订单失败\n",
      "2017-08-21, 订单失败\n",
      "2017-08-22, 订单失败\n",
      "2017-08-23, 订单失败\n",
      "2017-08-24, 订单失败\n",
      "2017-08-25, 订单失败\n",
      "2017-08-28, 订单失败\n",
      "2017-08-29, 订单失败\n",
      "2017-08-30, 订单失败\n",
      "2017-08-31, 订单失败\n",
      "2017-09-01, 订单失败\n",
      "2017-09-04, 订单失败\n",
      "2017-09-05, 订单失败\n",
      "2017-09-06, 订单失败\n",
      "2017-09-07, 订单失败\n",
      "2017-09-08, 订单失败\n",
      "2017-09-11, 订单失败\n",
      "2017-09-12, 订单失败\n",
      "2017-09-13, 订单失败\n",
      "2017-09-14, 订单失败\n",
      "2017-09-15, 订单失败\n",
      "2017-09-18, 订单失败\n",
      "2017-09-19, 订单失败\n",
      "2017-09-20, 订单失败\n",
      "2017-09-21, 订单失败\n",
      "2017-09-22, 订单失败\n",
      "2017-09-25, 订单失败\n",
      "2017-09-26, 卖出: 价格：6450.2, 成本：628320.0, 手续费：387.012\n",
      "2017-09-26, 买入: 价格：3802.6, 成本：380260.0, 手续费：228.15599999999998\n",
      "2017-09-26, 策略收益：16700.0, 交易收益：15935.996\n",
      "2017-09-28, 订单失败\n",
      "2017-09-29, 订单失败\n",
      "2017-10-09, 订单失败\n",
      "2017-10-10, 订单失败\n",
      "2017-10-11, 订单失败\n",
      "2017-10-12, 订单失败\n",
      "2017-10-13, 订单失败\n",
      "2017-10-16, 订单失败\n",
      "2017-10-17, 订单失败\n",
      "2017-10-27, 订单失败\n",
      "2017-11-10, 订单失败\n",
      "2017-11-13, 订单失败\n",
      "2017-11-14, 订单失败\n",
      "2017-11-15, 订单失败\n",
      "2017-11-28, 卖出: 价格：4021.6, 成本：380260.0, 手续费：241.296\n",
      "2017-11-28, 策略收益：21900.0, 交易收益：21430.548\n",
      "2017-11-29, 买入: 价格：4053.0, 成本：405300.0, 手续费：243.17999999999998\n",
      "2017-11-30, 卖出: 价格：4029.2, 成本：405300.0, 手续费：241.75199999999998\n",
      "2017-11-30, 策略收益：-2380.000000000018, 交易收益：-2864.932000000018\n",
      "2017-12-12, 买入: 价格：4065.4, 成本：406540.0, 手续费：243.924\n",
      "2017-12-13, 卖出: 价格：4015.0, 成本：406540.0, 手续费：240.89999999999998\n",
      "2017-12-13, 策略收益：-5040.000000000009, 交易收益：-5524.824000000009\n",
      "2017-12-22, 买入: 价格：4083.0, 成本：408300.0, 手续费：244.98\n",
      "2017-12-26, 卖出: 价格：4052.4, 成本：408300.0, 手续费：243.144\n",
      "2017-12-26, 策略收益：-3059.999999999991, 交易收益：-3548.1239999999907\n",
      "2017-12-27, 买入: 价格：4066.8, 成本：406680.0, 手续费：244.008\n",
      "2017-12-28, 卖出: 价格：4005.6, 成本：406680.0, 手续费：240.33599999999998\n",
      "2017-12-28, 策略收益：-6120.000000000027, 交易收益：-6604.344000000027\n",
      "2018-01-02, 买入: 价格：6293.0, 成本：629300.0, 手续费：377.58\n",
      "2018-01-03, 订单失败\n",
      "2018-01-04, 订单失败\n",
      "2018-01-05, 订单失败\n",
      "2018-01-08, 订单失败\n",
      "2018-01-09, 订单失败\n",
      "2018-01-10, 订单失败\n",
      "2018-01-11, 订单失败\n",
      "2018-01-12, 订单失败\n",
      "2018-01-15, 订单失败\n",
      "2018-01-16, 订单失败\n",
      "2018-01-17, 订单失败\n",
      "2018-01-18, 卖出: 价格：6252.0, 成本：629300.0, 手续费：375.12\n",
      "2018-01-18, 买入: 价格：4268.8, 成本：426880.0, 手续费：256.128\n",
      "2018-01-18, 策略收益：-4100.0, 交易收益：-4852.7\n",
      "2018-01-19, 订单失败\n",
      "2018-01-23, 订单失败\n",
      "2018-01-24, 订单失败\n",
      "2018-01-25, 订单失败\n",
      "2018-01-26, 订单失败\n",
      "2018-01-29, 订单失败\n",
      "2018-01-30, 订单失败\n",
      "2018-02-07, 卖出: 价格：4183.8, 成本：426880.0, 手续费：251.028\n",
      "2018-02-07, 策略收益：-8500.0, 交易收益：-9007.155999999999\n",
      "2018-03-02, 买入: 价格：6019.8, 成本：601980.0, 手续费：361.188\n",
      "2018-03-05, 卖出: 价格：6050.2, 成本：601980.0, 手续费：363.012\n",
      "2018-03-05, 策略收益：3039.9999999999636, 交易收益：2315.799999999964\n",
      "2018-03-07, 买入: 价格：6095.0, 成本：609500.0, 手续费：365.7\n",
      "2018-03-13, 订单失败\n",
      "2018-03-16, 订单失败\n",
      "2018-03-26, 卖出: 价格：5681.0, 成本：609500.0, 手续费：340.86\n",
      "2018-03-26, 策略收益：-41400.0, 交易收益：-42106.56\n",
      "2018-03-28, 买入: 价格：5934.0, 成本：593400.0, 手续费：356.03999999999996\n",
      "2018-03-29, 卖出: 价格：5951.2, 成本：593400.0, 手续费：357.072\n",
      "2018-03-29, 策略收益：1719.9999999999818, 交易收益：1006.8879999999818\n",
      "2018-03-30, 买入: 价格：6022.0, 成本：602200.0, 手续费：361.32\n",
      "2018-04-04, 卖出: 价格：6055.0, 成本：602200.0, 手续费：363.3\n",
      "2018-04-04, 策略收益：3300.0, 交易收益：2575.38\n",
      "2018-04-11, 买入: 价格：6078.6, 成本：607860.0, 手续费：364.716\n",
      "2018-04-13, 卖出: 价格：6060.2, 成本：607860.0, 手续费：363.61199999999997\n",
      "2018-04-13, 策略收益：-1840.0000000000546, 交易收益：-2568.3280000000545\n",
      "2018-05-08, 买入: 价格：6018.0, 成本：601800.0, 手续费：361.08\n",
      "2018-05-09, 订单失败\n",
      "2018-05-10, 订单失败\n",
      "2018-05-11, 订单失败\n",
      "2018-05-14, 订单失败\n",
      "2018-05-15, 订单失败\n",
      "2018-05-16, 订单失败\n",
      "2018-05-17, 订单失败\n",
      "2018-05-18, 卖出: 价格：5925.0, 成本：601800.0, 手续费：355.5\n",
      "2018-05-18, 买入: 价格：3845.0, 成本：384500.0, 手续费：230.7\n",
      "2018-05-18, 策略收益：-9300.0, 交易收益：-10016.58\n",
      "2018-05-21, 订单失败\n",
      "2018-05-22, 订单失败\n",
      "2018-05-23, 订单失败\n",
      "2018-05-24, 订单失败\n",
      "2018-05-24, 卖出: 价格：3841.2, 成本：384500.0, 手续费：230.47199999999998\n",
      "2018-05-24, 策略收益：-380.0000000000182, 交易收益：-841.1720000000182\n",
      "2018-05-25, 买入: 价格：5961.2, 成本：596120.0, 手续费：357.67199999999997\n",
      "2018-05-28, 卖出: 价格：5883.6, 成本：596120.0, 手续费：353.016\n",
      "2018-05-28, 策略收益：-7759.999999999945, 交易收益：-8470.687999999946\n",
      "2018-06-06, 买入: 价格：3820.4, 成本：382040.0, 手续费：229.224\n",
      "2018-06-07, 卖出: 价格：3839.8, 成本：382040.0, 手续费：230.388\n",
      "2018-06-07, 策略收益：1940.000000000009, 交易收益：1480.388000000009\n",
      "2018-07-24, 买入: 价格：5195.0, 成本：519500.0, 手续费：311.7\n",
      "2018-07-24, 买入: 价格：3520.2, 成本：352020.0, 手续费：211.212\n",
      "2018-08-02, 卖出: 价格：5066.6, 成本：519500.0, 手续费：303.99600000000004\n",
      "2018-08-02, 卖出: 价格：3415.0, 成本：352020.0, 手续费：204.9\n",
      "2018-08-02, 策略收益：-12839.999999999964, 交易收益：-13455.695999999964\n",
      "2018-08-02, 策略收益：-10519.999999999982, 交易收益：-10936.111999999981\n",
      "2018-08-28, 买入: 价格：3403.2, 成本：340320.0, 手续费：204.19199999999998\n",
      "2018-08-30, 卖出: 价格：3381.2, 成本：340320.0, 手续费：202.87199999999999\n",
      "2018-08-30, 策略收益：-2200.0, 交易收益：-2607.064\n",
      "2018-09-20, 买入: 价格：3316.6, 成本：331660.0, 手续费：198.99599999999998\n",
      "2018-09-25, 买入: 价格：4786.0, 成本：478600.0, 手续费：287.15999999999997\n",
      "2018-09-28, 卖出: 价格：4772.2, 成本：478600.0, 手续费：286.332\n",
      "2018-09-28, 策略收益：-1380.0000000000182, 交易收益：-1953.4920000000182\n",
      "2018-10-08, 买入: 价格：4722.0, 成本：472200.0, 手续费：283.32\n",
      "2018-10-09, 卖出: 价格：4664.2, 成本：472200.0, 手续费：279.852\n",
      "2018-10-09, 卖出: 价格：3293.8, 成本：331660.0, 手续费：197.62800000000001\n",
      "2018-10-09, 策略收益：-5780.000000000018, 交易收益：-6343.172000000019\n",
      "2018-10-09, 策略收益：-2279.9999999999727, 交易收益：-2676.6239999999725\n",
      "2018-10-23, 买入: 价格：3282.8, 成本：328280.0, 手续费：196.96800000000002\n",
      "2018-10-24, 卖出: 价格：3180.2, 成本：328280.0, 手续费：190.81199999999998\n",
      "2018-10-24, 策略收益：-10260.000000000036, 交易收益：-10647.780000000037\n",
      "2018-11-05, 买入: 价格：3276.8, 成本：327680.0, 手续费：196.608\n",
      "2018-11-06, 买入: 价格：4410.0, 成本：441000.0, 手续费：264.59999999999997\n",
      "2018-11-08, 卖出: 价格：4420.0, 成本：441000.0, 手续费：265.2\n",
      "2018-11-08, 卖出: 价格：3250.0, 成本：327680.0, 手续费：195.0\n",
      "2018-11-08, 策略收益：1000.0, 交易收益：470.20000000000005\n",
      "2018-11-08, 策略收益：-2680.000000000018, 交易收益：-3071.6080000000184\n",
      "2018-11-13, 买入: 价格：4430.0, 成本：443000.0, 手续费：265.8\n",
      "2018-11-14, 买入: 价格：3240.0, 成本：324000.0, 手续费：194.4\n",
      "2018-11-15, 卖出: 价格：3209.4, 成本：324000.0, 手续费：192.564\n",
      "2018-11-15, 策略收益：-3059.999999999991, 交易收益：-3446.963999999991\n",
      "2018-11-16, 买入: 价格：3249.8, 成本：324980.0, 手续费：194.988\n",
      "2018-11-26, 卖出: 价格：4338.0, 成本：443000.0, 手续费：260.28\n",
      "2018-11-26, 卖出: 价格：3145.0, 成本：324980.0, 手续费：188.7\n",
      "2018-11-26, 策略收益：-9200.0, 交易收益：-9726.08\n",
      "2018-11-26, 策略收益：-10480.000000000018, 交易收益：-10863.688000000018\n",
      "2018-11-29, 买入: 价格：4447.0, 成本：444700.0, 手续费：266.82\n",
      "2018-11-30, 卖出: 价格：4303.6, 成本：444700.0, 手续费：258.216\n",
      "2018-11-30, 策略收益：-14339.999999999964, 交易收益：-14865.035999999964\n",
      "2018-12-04, 买入: 价格：4458.8, 成本：445880.0, 手续费：267.528\n",
      "2018-12-04, 买入: 价格：3252.0, 成本：325200.0, 手续费：195.12\n",
      "2018-12-07, 卖出: 价格：4408.6, 成本：445880.0, 手续费：264.516\n",
      "2018-12-07, 卖出: 价格：3196.8, 成本：325200.0, 手续费：191.808\n",
      "2018-12-07, 策略收益：-5019.999999999982, 交易收益：-5552.043999999982\n",
      "2018-12-07, 策略收益：-5519.999999999982, 交易收益：-5906.927999999982\n",
      "2018-12-14, 买入: 价格：3211.0, 成本：321100.0, 手续费：192.66\n",
      "2018-12-17, 卖出: 价格：3172.0, 成本：321100.0, 手续费：190.32\n",
      "2018-12-17, 策略收益：-3900.0, 交易收益：-4282.98\n",
      "2019-01-14, 买入: 价格：4312.0, 成本：431200.0, 手续费：258.71999999999997\n",
      "2019-01-15, 卖出: 价格：4291.4, 成本：431200.0, 手续费：257.484\n",
      "2019-01-15, 策略收益：-2060.0000000000364, 交易收益：-2576.204000000036\n",
      "2019-01-16, 买入: 价格：4346.8, 成本：434680.0, 手续费：260.808\n",
      "2019-01-16, 买入: 价格：3126.2, 成本：312620.0, 手续费：187.57199999999997\n",
      "2019-01-30, 卖出: 价格：4217.8, 成本：434680.0, 手续费：253.068\n",
      "2019-01-30, 策略收益：-12900.0, 交易收益：-13413.876\n",
      "2019-02-11, 买入: 价格：4308.8, 成本：430880.0, 手续费：258.528\n",
      "2019-04-24, 卖出: 价格：5575.0, 成本：430880.0, 手续费：334.5\n",
      "2019-04-24, 策略收益：126619.99999999999, 交易收益：126026.97199999998\n",
      "2019-04-25, 买入: 价格：5617.6, 成本：561760.0, 手续费：337.056\n",
      "2019-04-26, 卖出: 价格：5398.6, 成本：561760.0, 手续费：323.916\n",
      "2019-04-26, 策略收益：-21900.0, 交易收益：-22560.972\n",
      "2019-04-29, 卖出: 价格：3905.0, 成本：312620.0, 手续费：234.29999999999998\n",
      "2019-04-29, 策略收益：77880.00000000001, 交易收益：77458.12800000001\n",
      "2019-06-12, 买入: 价格：3695.0, 成本：369500.0, 手续费：221.7\n",
      "2019-06-20, 买入: 价格：4854.8, 成本：485480.0, 手续费：291.288\n",
      "2019-07-09, 卖出: 价格：4834.4, 成本：485480.0, 手续费：290.06399999999996\n",
      "2019-07-09, 策略收益：-2040.0000000000546, 交易收益：-2621.3520000000544\n",
      "2019-07-16, 买入: 价格：4898.2, 成本：489820.0, 手续费：293.892\n",
      "2019-07-19, 卖出: 价格：4805.0, 成本：489820.0, 手续费：288.3\n",
      "2019-07-19, 策略收益：-9319.999999999982, 交易收益：-9902.19199999998\n",
      "2019-07-23, 卖出: 价格：3780.2, 成本：369500.0, 手续费：226.81199999999998\n",
      "2019-07-23, 策略收益：8519.999999999982, 交易收益：8071.487999999982\n",
      "2019-07-25, 买入: 价格：3815.0, 成本：381500.0, 手续费：228.9\n",
      "2019-08-02, 卖出: 价格：3720.0, 成本：381500.0, 手续费：223.2\n",
      "2019-08-02, 策略收益：-9500.0, 交易收益：-9952.1\n",
      "2019-08-20, 买入: 价格：4846.6, 成本：484660.00000000006, 手续费：290.796\n",
      "2019-08-20, 买入: 价格：3772.4, 成本：377240.0, 手续费：226.344\n",
      "2019-09-27, 卖出: 价格：4966.0, 成本：484660.00000000006, 手续费：297.96\n",
      "2019-09-27, 卖出: 价格：3852.2, 成本：377240.0, 手续费：231.13199999999998\n",
      "2019-09-27, 策略收益：11939.999999999964, 交易收益：11351.243999999964\n",
      "2019-09-27, 策略收益：7979.999999999973, 交易收益：7522.523999999973\n",
      "2019-10-14, 买入: 价格：5087.4, 成本：508739.99999999994, 手续费：305.24399999999997\n",
      "2019-10-14, 买入: 价格：3943.4, 成本：394340.0, 手续费：236.60399999999998\n",
      "2019-10-16, 卖出: 价格：5061.8, 成本：508739.99999999994, 手续费：303.708\n",
      "2019-10-16, 策略收益：-2559.9999999999454, 交易收益：-3168.9519999999457\n",
      "2019-10-21, 卖出: 价格：3856.6, 成本：394340.0, 手续费：231.396\n",
      "2019-10-21, 策略收益：-8680.000000000018, 交易收益：-9148.000000000018\n",
      "2019-10-28, 买入: 价格：3908.0, 成本：390800.0, 手续费：234.48\n",
      "2019-10-31, 卖出: 价格：3891.6, 成本：390800.0, 手续费：233.49599999999998\n",
      "2019-10-31, 策略收益：-1640.000000000009, 交易收益：-2107.976000000009\n",
      "2019-11-04, 买入: 价格：3969.8, 成本：396980.0, 手续费：238.188\n",
      "2019-11-08, 买入: 价格：5030.0, 成本：503000.0, 手续费：301.8\n",
      "2019-11-11, 卖出: 价格：4940.0, 成本：503000.0, 手续费：296.4\n",
      "2019-11-11, 策略收益：-9000.0, 交易收益：-9598.2\n",
      "2019-11-13, 卖出: 价格：3891.0, 成本：396980.0, 手续费：233.45999999999998\n",
      "2019-11-13, 策略收益：-7880.000000000018, 交易收益：-8351.648000000017\n",
      "2019-11-19, 买入: 价格：3904.6, 成本：390460.0, 手续费：234.27599999999998\n",
      "2019-11-21, 卖出: 价格：3890.2, 成本：390460.0, 手续费：233.41199999999998\n",
      "2019-11-21, 策略收益：-1440.000000000009, 交易收益：-1907.6880000000092\n",
      "2019-12-04, 买入: 价格：4906.0, 成本：490600.0, 手续费：294.36\n",
      "2019-12-09, 买入: 价格：3915.8, 成本：391580.0, 手续费：234.948\n",
      "2019-12-10, 卖出: 价格：3889.4, 成本：391580.0, 手续费：233.364\n",
      "2019-12-10, 策略收益：-2640.000000000009, 交易收益：-3108.312000000009\n",
      "2019-12-11, 买入: 价格：3910.0, 成本：391000.0, 手续费：234.6\n",
      "2019-12-13, 卖出: 价格：3930.0, 成本：391000.0, 手续费：235.79999999999998\n",
      "2019-12-13, 策略收益：2000.0, 交易收益：1529.6\n",
      "2019-12-16, 买入: 价格：3969.0, 成本：396900.0, 手续费：238.14\n",
      "Sharpe Ratio: OrderedDict([('sharperatio', -0.025924191853703715)])\n",
      "DrawDown: AutoOrderedDict([('len', 1008), ('drawdown', 14.147409379506307), ('moneydown', 162913.10400000017), ('max', AutoOrderedDict([('len', 1008), ('drawdown', 31.026337158200313), ('moneydown', 357280.7400000002)]))])\n"
     ]
    },
    {
     "data": {
      "application/javascript": [
       "/* Put everything inside the global mpl namespace */\n",
       "/* global mpl */\n",
       "window.mpl = {};\n",
       "\n",
       "mpl.get_websocket_type = function () {\n",
       "    if (typeof WebSocket !== 'undefined') {\n",
       "        return WebSocket;\n",
       "    } else if (typeof MozWebSocket !== 'undefined') {\n",
       "        return MozWebSocket;\n",
       "    } else {\n",
       "        alert(\n",
       "            'Your browser does not have WebSocket support. ' +\n",
       "                'Please try Chrome, Safari or Firefox ≥ 6. ' +\n",
       "                'Firefox 4 and 5 are also supported but you ' +\n",
       "                'have to enable WebSockets in about:config.'\n",
       "        );\n",
       "    }\n",
       "};\n",
       "\n",
       "mpl.figure = function (figure_id, websocket, ondownload, parent_element) {\n",
       "    this.id = figure_id;\n",
       "\n",
       "    this.ws = websocket;\n",
       "\n",
       "    this.supports_binary = this.ws.binaryType !== undefined;\n",
       "\n",
       "    if (!this.supports_binary) {\n",
       "        var warnings = document.getElementById('mpl-warnings');\n",
       "        if (warnings) {\n",
       "            warnings.style.display = 'block';\n",
       "            warnings.textContent =\n",
       "                'This browser does not support binary websocket messages. ' +\n",
       "                'Performance may be slow.';\n",
       "        }\n",
       "    }\n",
       "\n",
       "    this.imageObj = new Image();\n",
       "\n",
       "    this.context = undefined;\n",
       "    this.message = undefined;\n",
       "    this.canvas = undefined;\n",
       "    this.rubberband_canvas = undefined;\n",
       "    this.rubberband_context = undefined;\n",
       "    this.format_dropdown = undefined;\n",
       "\n",
       "    this.image_mode = 'full';\n",
       "\n",
       "    this.root = document.createElement('div');\n",
       "    this.root.setAttribute('style', 'display: inline-block');\n",
       "    this._root_extra_style(this.root);\n",
       "\n",
       "    parent_element.appendChild(this.root);\n",
       "\n",
       "    this._init_header(this);\n",
       "    this._init_canvas(this);\n",
       "    this._init_toolbar(this);\n",
       "\n",
       "    var fig = this;\n",
       "\n",
       "    this.waiting = false;\n",
       "\n",
       "    this.ws.onopen = function () {\n",
       "        fig.send_message('supports_binary', { value: fig.supports_binary });\n",
       "        fig.send_message('send_image_mode', {});\n",
       "        if (fig.ratio !== 1) {\n",
       "            fig.send_message('set_device_pixel_ratio', {\n",
       "                device_pixel_ratio: fig.ratio,\n",
       "            });\n",
       "        }\n",
       "        fig.send_message('refresh', {});\n",
       "    };\n",
       "\n",
       "    this.imageObj.onload = function () {\n",
       "        if (fig.image_mode === 'full') {\n",
       "            // Full images could contain transparency (where diff images\n",
       "            // almost always do), so we need to clear the canvas so that\n",
       "            // there is no ghosting.\n",
       "            fig.context.clearRect(0, 0, fig.canvas.width, fig.canvas.height);\n",
       "        }\n",
       "        fig.context.drawImage(fig.imageObj, 0, 0);\n",
       "    };\n",
       "\n",
       "    this.imageObj.onunload = function () {\n",
       "        fig.ws.close();\n",
       "    };\n",
       "\n",
       "    this.ws.onmessage = this._make_on_message_function(this);\n",
       "\n",
       "    this.ondownload = ondownload;\n",
       "};\n",
       "\n",
       "mpl.figure.prototype._init_header = function () {\n",
       "    var titlebar = document.createElement('div');\n",
       "    titlebar.classList =\n",
       "        'ui-dialog-titlebar ui-widget-header ui-corner-all ui-helper-clearfix';\n",
       "    var titletext = document.createElement('div');\n",
       "    titletext.classList = 'ui-dialog-title';\n",
       "    titletext.setAttribute(\n",
       "        'style',\n",
       "        'width: 100%; text-align: center; padding: 3px;'\n",
       "    );\n",
       "    titlebar.appendChild(titletext);\n",
       "    this.root.appendChild(titlebar);\n",
       "    this.header = titletext;\n",
       "};\n",
       "\n",
       "mpl.figure.prototype._canvas_extra_style = function (_canvas_div) {};\n",
       "\n",
       "mpl.figure.prototype._root_extra_style = function (_canvas_div) {};\n",
       "\n",
       "mpl.figure.prototype._init_canvas = function () {\n",
       "    var fig = this;\n",
       "\n",
       "    var canvas_div = (this.canvas_div = document.createElement('div'));\n",
       "    canvas_div.setAttribute('tabindex', '0');\n",
       "    canvas_div.setAttribute(\n",
       "        'style',\n",
       "        'border: 1px solid #ddd;' +\n",
       "            'box-sizing: content-box;' +\n",
       "            'clear: both;' +\n",
       "            'min-height: 1px;' +\n",
       "            'min-width: 1px;' +\n",
       "            'outline: 0;' +\n",
       "            'overflow: hidden;' +\n",
       "            'position: relative;' +\n",
       "            'resize: both;' +\n",
       "            'z-index: 2;'\n",
       "    );\n",
       "\n",
       "    function on_keyboard_event_closure(name) {\n",
       "        return function (event) {\n",
       "            return fig.key_event(event, name);\n",
       "        };\n",
       "    }\n",
       "\n",
       "    canvas_div.addEventListener(\n",
       "        'keydown',\n",
       "        on_keyboard_event_closure('key_press')\n",
       "    );\n",
       "    canvas_div.addEventListener(\n",
       "        'keyup',\n",
       "        on_keyboard_event_closure('key_release')\n",
       "    );\n",
       "\n",
       "    this._canvas_extra_style(canvas_div);\n",
       "    this.root.appendChild(canvas_div);\n",
       "\n",
       "    var canvas = (this.canvas = document.createElement('canvas'));\n",
       "    canvas.classList.add('mpl-canvas');\n",
       "    canvas.setAttribute(\n",
       "        'style',\n",
       "        'box-sizing: content-box;' +\n",
       "            'pointer-events: none;' +\n",
       "            'position: relative;' +\n",
       "            'z-index: 0;'\n",
       "    );\n",
       "\n",
       "    this.context = canvas.getContext('2d');\n",
       "\n",
       "    var backingStore =\n",
       "        this.context.backingStorePixelRatio ||\n",
       "        this.context.webkitBackingStorePixelRatio ||\n",
       "        this.context.mozBackingStorePixelRatio ||\n",
       "        this.context.msBackingStorePixelRatio ||\n",
       "        this.context.oBackingStorePixelRatio ||\n",
       "        this.context.backingStorePixelRatio ||\n",
       "        1;\n",
       "\n",
       "    this.ratio = (window.devicePixelRatio || 1) / backingStore;\n",
       "\n",
       "    var rubberband_canvas = (this.rubberband_canvas = document.createElement(\n",
       "        'canvas'\n",
       "    ));\n",
       "    rubberband_canvas.setAttribute(\n",
       "        'style',\n",
       "        'box-sizing: content-box;' +\n",
       "            'left: 0;' +\n",
       "            'pointer-events: none;' +\n",
       "            'position: absolute;' +\n",
       "            'top: 0;' +\n",
       "            'z-index: 1;'\n",
       "    );\n",
       "\n",
       "    // Apply a ponyfill if ResizeObserver is not implemented by browser.\n",
       "    if (this.ResizeObserver === undefined) {\n",
       "        if (window.ResizeObserver !== undefined) {\n",
       "            this.ResizeObserver = window.ResizeObserver;\n",
       "        } else {\n",
       "            var obs = _JSXTOOLS_RESIZE_OBSERVER({});\n",
       "            this.ResizeObserver = obs.ResizeObserver;\n",
       "        }\n",
       "    }\n",
       "\n",
       "    this.resizeObserverInstance = new this.ResizeObserver(function (entries) {\n",
       "        var nentries = entries.length;\n",
       "        for (var i = 0; i < nentries; i++) {\n",
       "            var entry = entries[i];\n",
       "            var width, height;\n",
       "            if (entry.contentBoxSize) {\n",
       "                if (entry.contentBoxSize instanceof Array) {\n",
       "                    // Chrome 84 implements new version of spec.\n",
       "                    width = entry.contentBoxSize[0].inlineSize;\n",
       "                    height = entry.contentBoxSize[0].blockSize;\n",
       "                } else {\n",
       "                    // Firefox implements old version of spec.\n",
       "                    width = entry.contentBoxSize.inlineSize;\n",
       "                    height = entry.contentBoxSize.blockSize;\n",
       "                }\n",
       "            } else {\n",
       "                // Chrome <84 implements even older version of spec.\n",
       "                width = entry.contentRect.width;\n",
       "                height = entry.contentRect.height;\n",
       "            }\n",
       "\n",
       "            // Keep the size of the canvas and rubber band canvas in sync with\n",
       "            // the canvas container.\n",
       "            if (entry.devicePixelContentBoxSize) {\n",
       "                // Chrome 84 implements new version of spec.\n",
       "                canvas.setAttribute(\n",
       "                    'width',\n",
       "                    entry.devicePixelContentBoxSize[0].inlineSize\n",
       "                );\n",
       "                canvas.setAttribute(\n",
       "                    'height',\n",
       "                    entry.devicePixelContentBoxSize[0].blockSize\n",
       "                );\n",
       "            } else {\n",
       "                canvas.setAttribute('width', width * fig.ratio);\n",
       "                canvas.setAttribute('height', height * fig.ratio);\n",
       "            }\n",
       "            /* This rescales the canvas back to display pixels, so that it\n",
       "             * appears correct on HiDPI screens. */\n",
       "            canvas.style.width = width + 'px';\n",
       "            canvas.style.height = height + 'px';\n",
       "\n",
       "            rubberband_canvas.setAttribute('width', width);\n",
       "            rubberband_canvas.setAttribute('height', height);\n",
       "\n",
       "            // And update the size in Python. We ignore the initial 0/0 size\n",
       "            // that occurs as the element is placed into the DOM, which should\n",
       "            // otherwise not happen due to the minimum size styling.\n",
       "            if (fig.ws.readyState == 1 && width != 0 && height != 0) {\n",
       "                fig.request_resize(width, height);\n",
       "            }\n",
       "        }\n",
       "    });\n",
       "    this.resizeObserverInstance.observe(canvas_div);\n",
       "\n",
       "    function on_mouse_event_closure(name) {\n",
       "        /* User Agent sniffing is bad, but WebKit is busted:\n",
       "         * https://bugs.webkit.org/show_bug.cgi?id=144526\n",
       "         * https://bugs.webkit.org/show_bug.cgi?id=181818\n",
       "         * The worst that happens here is that they get an extra browser\n",
       "         * selection when dragging, if this check fails to catch them.\n",
       "         */\n",
       "        var UA = navigator.userAgent;\n",
       "        var isWebKit = /AppleWebKit/.test(UA) && !/Chrome/.test(UA);\n",
       "        if(isWebKit) {\n",
       "            return function (event) {\n",
       "                /* This prevents the web browser from automatically changing to\n",
       "                 * the text insertion cursor when the button is pressed. We\n",
       "                 * want to control all of the cursor setting manually through\n",
       "                 * the 'cursor' event from matplotlib */\n",
       "                event.preventDefault()\n",
       "                return fig.mouse_event(event, name);\n",
       "            };\n",
       "        } else {\n",
       "            return function (event) {\n",
       "                return fig.mouse_event(event, name);\n",
       "            };\n",
       "        }\n",
       "    }\n",
       "\n",
       "    canvas_div.addEventListener(\n",
       "        'mousedown',\n",
       "        on_mouse_event_closure('button_press')\n",
       "    );\n",
       "    canvas_div.addEventListener(\n",
       "        'mouseup',\n",
       "        on_mouse_event_closure('button_release')\n",
       "    );\n",
       "    canvas_div.addEventListener(\n",
       "        'dblclick',\n",
       "        on_mouse_event_closure('dblclick')\n",
       "    );\n",
       "    // Throttle sequential mouse events to 1 every 20ms.\n",
       "    canvas_div.addEventListener(\n",
       "        'mousemove',\n",
       "        on_mouse_event_closure('motion_notify')\n",
       "    );\n",
       "\n",
       "    canvas_div.addEventListener(\n",
       "        'mouseenter',\n",
       "        on_mouse_event_closure('figure_enter')\n",
       "    );\n",
       "    canvas_div.addEventListener(\n",
       "        'mouseleave',\n",
       "        on_mouse_event_closure('figure_leave')\n",
       "    );\n",
       "\n",
       "    canvas_div.addEventListener('wheel', function (event) {\n",
       "        if (event.deltaY < 0) {\n",
       "            event.step = 1;\n",
       "        } else {\n",
       "            event.step = -1;\n",
       "        }\n",
       "        on_mouse_event_closure('scroll')(event);\n",
       "    });\n",
       "\n",
       "    canvas_div.appendChild(canvas);\n",
       "    canvas_div.appendChild(rubberband_canvas);\n",
       "\n",
       "    this.rubberband_context = rubberband_canvas.getContext('2d');\n",
       "    this.rubberband_context.strokeStyle = '#000000';\n",
       "\n",
       "    this._resize_canvas = function (width, height, forward) {\n",
       "        if (forward) {\n",
       "            canvas_div.style.width = width + 'px';\n",
       "            canvas_div.style.height = height + 'px';\n",
       "        }\n",
       "    };\n",
       "\n",
       "    // Disable right mouse context menu.\n",
       "    canvas_div.addEventListener('contextmenu', function (_e) {\n",
       "        event.preventDefault();\n",
       "        return false;\n",
       "    });\n",
       "\n",
       "    function set_focus() {\n",
       "        canvas.focus();\n",
       "        canvas_div.focus();\n",
       "    }\n",
       "\n",
       "    window.setTimeout(set_focus, 100);\n",
       "};\n",
       "\n",
       "mpl.figure.prototype._init_toolbar = function () {\n",
       "    var fig = this;\n",
       "\n",
       "    var toolbar = document.createElement('div');\n",
       "    toolbar.classList = 'mpl-toolbar';\n",
       "    this.root.appendChild(toolbar);\n",
       "\n",
       "    function on_click_closure(name) {\n",
       "        return function (_event) {\n",
       "            return fig.toolbar_button_onclick(name);\n",
       "        };\n",
       "    }\n",
       "\n",
       "    function on_mouseover_closure(tooltip) {\n",
       "        return function (event) {\n",
       "            if (!event.currentTarget.disabled) {\n",
       "                return fig.toolbar_button_onmouseover(tooltip);\n",
       "            }\n",
       "        };\n",
       "    }\n",
       "\n",
       "    fig.buttons = {};\n",
       "    var buttonGroup = document.createElement('div');\n",
       "    buttonGroup.classList = 'mpl-button-group';\n",
       "    for (var toolbar_ind in mpl.toolbar_items) {\n",
       "        var name = mpl.toolbar_items[toolbar_ind][0];\n",
       "        var tooltip = mpl.toolbar_items[toolbar_ind][1];\n",
       "        var image = mpl.toolbar_items[toolbar_ind][2];\n",
       "        var method_name = mpl.toolbar_items[toolbar_ind][3];\n",
       "\n",
       "        if (!name) {\n",
       "            /* Instead of a spacer, we start a new button group. */\n",
       "            if (buttonGroup.hasChildNodes()) {\n",
       "                toolbar.appendChild(buttonGroup);\n",
       "            }\n",
       "            buttonGroup = document.createElement('div');\n",
       "            buttonGroup.classList = 'mpl-button-group';\n",
       "            continue;\n",
       "        }\n",
       "\n",
       "        var button = (fig.buttons[name] = document.createElement('button'));\n",
       "        button.classList = 'mpl-widget';\n",
       "        button.setAttribute('role', 'button');\n",
       "        button.setAttribute('aria-disabled', 'false');\n",
       "        button.addEventListener('click', on_click_closure(method_name));\n",
       "        button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n",
       "\n",
       "        var icon_img = document.createElement('img');\n",
       "        icon_img.src = '_images/' + image + '.png';\n",
       "        icon_img.srcset = '_images/' + image + '_large.png 2x';\n",
       "        icon_img.alt = tooltip;\n",
       "        button.appendChild(icon_img);\n",
       "\n",
       "        buttonGroup.appendChild(button);\n",
       "    }\n",
       "\n",
       "    if (buttonGroup.hasChildNodes()) {\n",
       "        toolbar.appendChild(buttonGroup);\n",
       "    }\n",
       "\n",
       "    var fmt_picker = document.createElement('select');\n",
       "    fmt_picker.classList = 'mpl-widget';\n",
       "    toolbar.appendChild(fmt_picker);\n",
       "    this.format_dropdown = fmt_picker;\n",
       "\n",
       "    for (var ind in mpl.extensions) {\n",
       "        var fmt = mpl.extensions[ind];\n",
       "        var option = document.createElement('option');\n",
       "        option.selected = fmt === mpl.default_extension;\n",
       "        option.innerHTML = fmt;\n",
       "        fmt_picker.appendChild(option);\n",
       "    }\n",
       "\n",
       "    var status_bar = document.createElement('span');\n",
       "    status_bar.classList = 'mpl-message';\n",
       "    toolbar.appendChild(status_bar);\n",
       "    this.message = status_bar;\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.request_resize = function (x_pixels, y_pixels) {\n",
       "    // Request matplotlib to resize the figure. Matplotlib will then trigger a resize in the client,\n",
       "    // which will in turn request a refresh of the image.\n",
       "    this.send_message('resize', { width: x_pixels, height: y_pixels });\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.send_message = function (type, properties) {\n",
       "    properties['type'] = type;\n",
       "    properties['figure_id'] = this.id;\n",
       "    this.ws.send(JSON.stringify(properties));\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.send_draw_message = function () {\n",
       "    if (!this.waiting) {\n",
       "        this.waiting = true;\n",
       "        this.ws.send(JSON.stringify({ type: 'draw', figure_id: this.id }));\n",
       "    }\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_save = function (fig, _msg) {\n",
       "    var format_dropdown = fig.format_dropdown;\n",
       "    var format = format_dropdown.options[format_dropdown.selectedIndex].value;\n",
       "    fig.ondownload(fig, format);\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_resize = function (fig, msg) {\n",
       "    var size = msg['size'];\n",
       "    if (size[0] !== fig.canvas.width || size[1] !== fig.canvas.height) {\n",
       "        fig._resize_canvas(size[0], size[1], msg['forward']);\n",
       "        fig.send_message('refresh', {});\n",
       "    }\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_rubberband = function (fig, msg) {\n",
       "    var x0 = msg['x0'] / fig.ratio;\n",
       "    var y0 = (fig.canvas.height - msg['y0']) / fig.ratio;\n",
       "    var x1 = msg['x1'] / fig.ratio;\n",
       "    var y1 = (fig.canvas.height - msg['y1']) / fig.ratio;\n",
       "    x0 = Math.floor(x0) + 0.5;\n",
       "    y0 = Math.floor(y0) + 0.5;\n",
       "    x1 = Math.floor(x1) + 0.5;\n",
       "    y1 = Math.floor(y1) + 0.5;\n",
       "    var min_x = Math.min(x0, x1);\n",
       "    var min_y = Math.min(y0, y1);\n",
       "    var width = Math.abs(x1 - x0);\n",
       "    var height = Math.abs(y1 - y0);\n",
       "\n",
       "    fig.rubberband_context.clearRect(\n",
       "        0,\n",
       "        0,\n",
       "        fig.canvas.width / fig.ratio,\n",
       "        fig.canvas.height / fig.ratio\n",
       "    );\n",
       "\n",
       "    fig.rubberband_context.strokeRect(min_x, min_y, width, height);\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_figure_label = function (fig, msg) {\n",
       "    // Updates the figure title.\n",
       "    fig.header.textContent = msg['label'];\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_cursor = function (fig, msg) {\n",
       "    fig.canvas_div.style.cursor = msg['cursor'];\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_message = function (fig, msg) {\n",
       "    fig.message.textContent = msg['message'];\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_draw = function (fig, _msg) {\n",
       "    // Request the server to send over a new figure.\n",
       "    fig.send_draw_message();\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_image_mode = function (fig, msg) {\n",
       "    fig.image_mode = msg['mode'];\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_history_buttons = function (fig, msg) {\n",
       "    for (var key in msg) {\n",
       "        if (!(key in fig.buttons)) {\n",
       "            continue;\n",
       "        }\n",
       "        fig.buttons[key].disabled = !msg[key];\n",
       "        fig.buttons[key].setAttribute('aria-disabled', !msg[key]);\n",
       "    }\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_navigate_mode = function (fig, msg) {\n",
       "    if (msg['mode'] === 'PAN') {\n",
       "        fig.buttons['Pan'].classList.add('active');\n",
       "        fig.buttons['Zoom'].classList.remove('active');\n",
       "    } else if (msg['mode'] === 'ZOOM') {\n",
       "        fig.buttons['Pan'].classList.remove('active');\n",
       "        fig.buttons['Zoom'].classList.add('active');\n",
       "    } else {\n",
       "        fig.buttons['Pan'].classList.remove('active');\n",
       "        fig.buttons['Zoom'].classList.remove('active');\n",
       "    }\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.updated_canvas_event = function () {\n",
       "    // Called whenever the canvas gets updated.\n",
       "    this.send_message('ack', {});\n",
       "};\n",
       "\n",
       "// A function to construct a web socket function for onmessage handling.\n",
       "// Called in the figure constructor.\n",
       "mpl.figure.prototype._make_on_message_function = function (fig) {\n",
       "    return function socket_on_message(evt) {\n",
       "        if (evt.data instanceof Blob) {\n",
       "            var img = evt.data;\n",
       "            if (img.type !== 'image/png') {\n",
       "                /* FIXME: We get \"Resource interpreted as Image but\n",
       "                 * transferred with MIME type text/plain:\" errors on\n",
       "                 * Chrome.  But how to set the MIME type?  It doesn't seem\n",
       "                 * to be part of the websocket stream */\n",
       "                img.type = 'image/png';\n",
       "            }\n",
       "\n",
       "            /* Free the memory for the previous frames */\n",
       "            if (fig.imageObj.src) {\n",
       "                (window.URL || window.webkitURL).revokeObjectURL(\n",
       "                    fig.imageObj.src\n",
       "                );\n",
       "            }\n",
       "\n",
       "            fig.imageObj.src = (window.URL || window.webkitURL).createObjectURL(\n",
       "                img\n",
       "            );\n",
       "            fig.updated_canvas_event();\n",
       "            fig.waiting = false;\n",
       "            return;\n",
       "        } else if (\n",
       "            typeof evt.data === 'string' &&\n",
       "            evt.data.slice(0, 21) === 'data:image/png;base64'\n",
       "        ) {\n",
       "            fig.imageObj.src = evt.data;\n",
       "            fig.updated_canvas_event();\n",
       "            fig.waiting = false;\n",
       "            return;\n",
       "        }\n",
       "\n",
       "        var msg = JSON.parse(evt.data);\n",
       "        var msg_type = msg['type'];\n",
       "\n",
       "        // Call the  \"handle_{type}\" callback, which takes\n",
       "        // the figure and JSON message as its only arguments.\n",
       "        try {\n",
       "            var callback = fig['handle_' + msg_type];\n",
       "        } catch (e) {\n",
       "            console.log(\n",
       "                \"No handler for the '\" + msg_type + \"' message type: \",\n",
       "                msg\n",
       "            );\n",
       "            return;\n",
       "        }\n",
       "\n",
       "        if (callback) {\n",
       "            try {\n",
       "                // console.log(\"Handling '\" + msg_type + \"' message: \", msg);\n",
       "                callback(fig, msg);\n",
       "            } catch (e) {\n",
       "                console.log(\n",
       "                    \"Exception inside the 'handler_\" + msg_type + \"' callback:\",\n",
       "                    e,\n",
       "                    e.stack,\n",
       "                    msg\n",
       "                );\n",
       "            }\n",
       "        }\n",
       "    };\n",
       "};\n",
       "\n",
       "function getModifiers(event) {\n",
       "    var mods = [];\n",
       "    if (event.ctrlKey) {\n",
       "        mods.push('ctrl');\n",
       "    }\n",
       "    if (event.altKey) {\n",
       "        mods.push('alt');\n",
       "    }\n",
       "    if (event.shiftKey) {\n",
       "        mods.push('shift');\n",
       "    }\n",
       "    if (event.metaKey) {\n",
       "        mods.push('meta');\n",
       "    }\n",
       "    return mods;\n",
       "}\n",
       "\n",
       "/*\n",
       " * return a copy of an object with only non-object keys\n",
       " * we need this to avoid circular references\n",
       " * https://stackoverflow.com/a/24161582/3208463\n",
       " */\n",
       "function simpleKeys(original) {\n",
       "    return Object.keys(original).reduce(function (obj, key) {\n",
       "        if (typeof original[key] !== 'object') {\n",
       "            obj[key] = original[key];\n",
       "        }\n",
       "        return obj;\n",
       "    }, {});\n",
       "}\n",
       "\n",
       "mpl.figure.prototype.mouse_event = function (event, name) {\n",
       "    if (name === 'button_press') {\n",
       "        this.canvas.focus();\n",
       "        this.canvas_div.focus();\n",
       "    }\n",
       "\n",
       "    // from https://stackoverflow.com/q/1114465\n",
       "    var boundingRect = this.canvas.getBoundingClientRect();\n",
       "    var x = (event.clientX - boundingRect.left) * this.ratio;\n",
       "    var y = (event.clientY - boundingRect.top) * this.ratio;\n",
       "\n",
       "    this.send_message(name, {\n",
       "        x: x,\n",
       "        y: y,\n",
       "        button: event.button,\n",
       "        step: event.step,\n",
       "        modifiers: getModifiers(event),\n",
       "        guiEvent: simpleKeys(event),\n",
       "    });\n",
       "\n",
       "    return false;\n",
       "};\n",
       "\n",
       "mpl.figure.prototype._key_event_extra = function (_event, _name) {\n",
       "    // Handle any extra behaviour associated with a key event\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.key_event = function (event, name) {\n",
       "    // Prevent repeat events\n",
       "    if (name === 'key_press') {\n",
       "        if (event.key === this._key) {\n",
       "            return;\n",
       "        } else {\n",
       "            this._key = event.key;\n",
       "        }\n",
       "    }\n",
       "    if (name === 'key_release') {\n",
       "        this._key = null;\n",
       "    }\n",
       "\n",
       "    var value = '';\n",
       "    if (event.ctrlKey && event.key !== 'Control') {\n",
       "        value += 'ctrl+';\n",
       "    }\n",
       "    else if (event.altKey && event.key !== 'Alt') {\n",
       "        value += 'alt+';\n",
       "    }\n",
       "    else if (event.shiftKey && event.key !== 'Shift') {\n",
       "        value += 'shift+';\n",
       "    }\n",
       "\n",
       "    value += 'k' + event.key;\n",
       "\n",
       "    this._key_event_extra(event, name);\n",
       "\n",
       "    this.send_message(name, { key: value, guiEvent: simpleKeys(event) });\n",
       "    return false;\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.toolbar_button_onclick = function (name) {\n",
       "    if (name === 'download') {\n",
       "        this.handle_save(this, null);\n",
       "    } else {\n",
       "        this.send_message('toolbar_button', { name: name });\n",
       "    }\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.toolbar_button_onmouseover = function (tooltip) {\n",
       "    this.message.textContent = tooltip;\n",
       "};\n",
       "\n",
       "///////////////// REMAINING CONTENT GENERATED BY embed_js.py /////////////////\n",
       "// prettier-ignore\n",
       "var _JSXTOOLS_RESIZE_OBSERVER=function(A){var t,i=new WeakMap,n=new WeakMap,a=new WeakMap,r=new WeakMap,o=new Set;function s(e){if(!(this instanceof s))throw new TypeError(\"Constructor requires 'new' operator\");i.set(this,e)}function h(){throw new TypeError(\"Function is not a constructor\")}function c(e,t,i,n){e=0 in arguments?Number(arguments[0]):0,t=1 in arguments?Number(arguments[1]):0,i=2 in arguments?Number(arguments[2]):0,n=3 in arguments?Number(arguments[3]):0,this.right=(this.x=this.left=e)+(this.width=i),this.bottom=(this.y=this.top=t)+(this.height=n),Object.freeze(this)}function d(){t=requestAnimationFrame(d);var s=new WeakMap,p=new Set;o.forEach((function(t){r.get(t).forEach((function(i){var r=t instanceof window.SVGElement,o=a.get(t),d=r?0:parseFloat(o.paddingTop),f=r?0:parseFloat(o.paddingRight),l=r?0:parseFloat(o.paddingBottom),u=r?0:parseFloat(o.paddingLeft),g=r?0:parseFloat(o.borderTopWidth),m=r?0:parseFloat(o.borderRightWidth),w=r?0:parseFloat(o.borderBottomWidth),b=u+f,F=d+l,v=(r?0:parseFloat(o.borderLeftWidth))+m,W=g+w,y=r?0:t.offsetHeight-W-t.clientHeight,E=r?0:t.offsetWidth-v-t.clientWidth,R=b+v,z=F+W,M=r?t.width:parseFloat(o.width)-R-E,O=r?t.height:parseFloat(o.height)-z-y;if(n.has(t)){var k=n.get(t);if(k[0]===M&&k[1]===O)return}n.set(t,[M,O]);var S=Object.create(h.prototype);S.target=t,S.contentRect=new c(u,d,M,O),s.has(i)||(s.set(i,[]),p.add(i)),s.get(i).push(S)}))})),p.forEach((function(e){i.get(e).call(e,s.get(e),e)}))}return s.prototype.observe=function(i){if(i instanceof window.Element){r.has(i)||(r.set(i,new Set),o.add(i),a.set(i,window.getComputedStyle(i)));var n=r.get(i);n.has(this)||n.add(this),cancelAnimationFrame(t),t=requestAnimationFrame(d)}},s.prototype.unobserve=function(i){if(i instanceof window.Element&&r.has(i)){var n=r.get(i);n.has(this)&&(n.delete(this),n.size||(r.delete(i),o.delete(i))),n.size||r.delete(i),o.size||cancelAnimationFrame(t)}},A.DOMRectReadOnly=c,A.ResizeObserver=s,A.ResizeObserverEntry=h,A}; // eslint-disable-line\n",
       "mpl.toolbar_items = [[\"Home\", \"Reset original view\", \"fa fa-home\", \"home\"], [\"Back\", \"Back to previous view\", \"fa fa-arrow-left\", \"back\"], [\"Forward\", \"Forward to next view\", \"fa fa-arrow-right\", \"forward\"], [\"\", \"\", \"\", \"\"], [\"Pan\", \"Left button pans, Right button zooms\\nx/y fixes axis, CTRL fixes aspect\", \"fa fa-arrows\", \"pan\"], [\"Zoom\", \"Zoom to rectangle\\nx/y fixes axis\", \"fa fa-square-o\", \"zoom\"], [\"\", \"\", \"\", \"\"], [\"Download\", \"Download plot\", \"fa fa-floppy-o\", \"download\"]];\n",
       "\n",
       "mpl.extensions = [\"eps\", \"jpeg\", \"pgf\", \"pdf\", \"png\", \"ps\", \"raw\", \"svg\", \"tif\", \"webp\"];\n",
       "\n",
       "mpl.default_extension = \"png\";/* global mpl */\n",
       "\n",
       "var comm_websocket_adapter = function (comm) {\n",
       "    // Create a \"websocket\"-like object which calls the given IPython comm\n",
       "    // object with the appropriate methods. Currently this is a non binary\n",
       "    // socket, so there is still some room for performance tuning.\n",
       "    var ws = {};\n",
       "\n",
       "    ws.binaryType = comm.kernel.ws.binaryType;\n",
       "    ws.readyState = comm.kernel.ws.readyState;\n",
       "    function updateReadyState(_event) {\n",
       "        if (comm.kernel.ws) {\n",
       "            ws.readyState = comm.kernel.ws.readyState;\n",
       "        } else {\n",
       "            ws.readyState = 3; // Closed state.\n",
       "        }\n",
       "    }\n",
       "    comm.kernel.ws.addEventListener('open', updateReadyState);\n",
       "    comm.kernel.ws.addEventListener('close', updateReadyState);\n",
       "    comm.kernel.ws.addEventListener('error', updateReadyState);\n",
       "\n",
       "    ws.close = function () {\n",
       "        comm.close();\n",
       "    };\n",
       "    ws.send = function (m) {\n",
       "        //console.log('sending', m);\n",
       "        comm.send(m);\n",
       "    };\n",
       "    // Register the callback with on_msg.\n",
       "    comm.on_msg(function (msg) {\n",
       "        //console.log('receiving', msg['content']['data'], msg);\n",
       "        var data = msg['content']['data'];\n",
       "        if (data['blob'] !== undefined) {\n",
       "            data = {\n",
       "                data: new Blob(msg['buffers'], { type: data['blob'] }),\n",
       "            };\n",
       "        }\n",
       "        // Pass the mpl event to the overridden (by mpl) onmessage function.\n",
       "        ws.onmessage(data);\n",
       "    });\n",
       "    return ws;\n",
       "};\n",
       "\n",
       "mpl.mpl_figure_comm = function (comm, msg) {\n",
       "    // This is the function which gets called when the mpl process\n",
       "    // starts-up an IPython Comm through the \"matplotlib\" channel.\n",
       "\n",
       "    var id = msg.content.data.id;\n",
       "    // Get hold of the div created by the display call when the Comm\n",
       "    // socket was opened in Python.\n",
       "    var element = document.getElementById(id);\n",
       "    var ws_proxy = comm_websocket_adapter(comm);\n",
       "\n",
       "    function ondownload(figure, _format) {\n",
       "        window.open(figure.canvas.toDataURL());\n",
       "    }\n",
       "\n",
       "    var fig = new mpl.figure(id, ws_proxy, ondownload, element);\n",
       "\n",
       "    // Call onopen now - mpl needs it, as it is assuming we've passed it a real\n",
       "    // web socket which is closed, not our websocket->open comm proxy.\n",
       "    ws_proxy.onopen();\n",
       "\n",
       "    fig.parent_element = element;\n",
       "    fig.cell_info = mpl.find_output_cell(\"<div id='\" + id + \"'></div>\");\n",
       "    if (!fig.cell_info) {\n",
       "        console.error('Failed to find cell for figure', id, fig);\n",
       "        return;\n",
       "    }\n",
       "    fig.cell_info[0].output_area.element.on(\n",
       "        'cleared',\n",
       "        { fig: fig },\n",
       "        fig._remove_fig_handler\n",
       "    );\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_close = function (fig, msg) {\n",
       "    var width = fig.canvas.width / fig.ratio;\n",
       "    fig.cell_info[0].output_area.element.off(\n",
       "        'cleared',\n",
       "        fig._remove_fig_handler\n",
       "    );\n",
       "    fig.resizeObserverInstance.unobserve(fig.canvas_div);\n",
       "\n",
       "    // Update the output cell to use the data from the current canvas.\n",
       "    fig.push_to_output();\n",
       "    var dataURL = fig.canvas.toDataURL();\n",
       "    // Re-enable the keyboard manager in IPython - without this line, in FF,\n",
       "    // the notebook keyboard shortcuts fail.\n",
       "    IPython.keyboard_manager.enable();\n",
       "    fig.parent_element.innerHTML =\n",
       "        '<img src=\"' + dataURL + '\" width=\"' + width + '\">';\n",
       "    fig.close_ws(fig, msg);\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.close_ws = function (fig, msg) {\n",
       "    fig.send_message('closing', msg);\n",
       "    // fig.ws.close()\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.push_to_output = function (_remove_interactive) {\n",
       "    // Turn the data on the canvas into data in the output cell.\n",
       "    var width = this.canvas.width / this.ratio;\n",
       "    var dataURL = this.canvas.toDataURL();\n",
       "    this.cell_info[1]['text/html'] =\n",
       "        '<img src=\"' + dataURL + '\" width=\"' + width + '\">';\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.updated_canvas_event = function () {\n",
       "    // Tell IPython that the notebook contents must change.\n",
       "    IPython.notebook.set_dirty(true);\n",
       "    this.send_message('ack', {});\n",
       "    var fig = this;\n",
       "    // Wait a second, then push the new image to the DOM so\n",
       "    // that it is saved nicely (might be nice to debounce this).\n",
       "    setTimeout(function () {\n",
       "        fig.push_to_output();\n",
       "    }, 1000);\n",
       "};\n",
       "\n",
       "mpl.figure.prototype._init_toolbar = function () {\n",
       "    var fig = this;\n",
       "\n",
       "    var toolbar = document.createElement('div');\n",
       "    toolbar.classList = 'btn-toolbar';\n",
       "    this.root.appendChild(toolbar);\n",
       "\n",
       "    function on_click_closure(name) {\n",
       "        return function (_event) {\n",
       "            return fig.toolbar_button_onclick(name);\n",
       "        };\n",
       "    }\n",
       "\n",
       "    function on_mouseover_closure(tooltip) {\n",
       "        return function (event) {\n",
       "            if (!event.currentTarget.disabled) {\n",
       "                return fig.toolbar_button_onmouseover(tooltip);\n",
       "            }\n",
       "        };\n",
       "    }\n",
       "\n",
       "    fig.buttons = {};\n",
       "    var buttonGroup = document.createElement('div');\n",
       "    buttonGroup.classList = 'btn-group';\n",
       "    var button;\n",
       "    for (var toolbar_ind in mpl.toolbar_items) {\n",
       "        var name = mpl.toolbar_items[toolbar_ind][0];\n",
       "        var tooltip = mpl.toolbar_items[toolbar_ind][1];\n",
       "        var image = mpl.toolbar_items[toolbar_ind][2];\n",
       "        var method_name = mpl.toolbar_items[toolbar_ind][3];\n",
       "\n",
       "        if (!name) {\n",
       "            /* Instead of a spacer, we start a new button group. */\n",
       "            if (buttonGroup.hasChildNodes()) {\n",
       "                toolbar.appendChild(buttonGroup);\n",
       "            }\n",
       "            buttonGroup = document.createElement('div');\n",
       "            buttonGroup.classList = 'btn-group';\n",
       "            continue;\n",
       "        }\n",
       "\n",
       "        button = fig.buttons[name] = document.createElement('button');\n",
       "        button.classList = 'btn btn-default';\n",
       "        button.href = '#';\n",
       "        button.title = name;\n",
       "        button.innerHTML = '<i class=\"fa ' + image + ' fa-lg\"></i>';\n",
       "        button.addEventListener('click', on_click_closure(method_name));\n",
       "        button.addEventListener('mouseover', on_mouseover_closure(tooltip));\n",
       "        buttonGroup.appendChild(button);\n",
       "    }\n",
       "\n",
       "    if (buttonGroup.hasChildNodes()) {\n",
       "        toolbar.appendChild(buttonGroup);\n",
       "    }\n",
       "\n",
       "    // Add the status bar.\n",
       "    var status_bar = document.createElement('span');\n",
       "    status_bar.classList = 'mpl-message pull-right';\n",
       "    toolbar.appendChild(status_bar);\n",
       "    this.message = status_bar;\n",
       "\n",
       "    // Add the close button to the window.\n",
       "    var buttongrp = document.createElement('div');\n",
       "    buttongrp.classList = 'btn-group inline pull-right';\n",
       "    button = document.createElement('button');\n",
       "    button.classList = 'btn btn-mini btn-primary';\n",
       "    button.href = '#';\n",
       "    button.title = 'Stop Interaction';\n",
       "    button.innerHTML = '<i class=\"fa fa-power-off icon-remove icon-large\"></i>';\n",
       "    button.addEventListener('click', function (_evt) {\n",
       "        fig.handle_close(fig, {});\n",
       "    });\n",
       "    button.addEventListener(\n",
       "        'mouseover',\n",
       "        on_mouseover_closure('Stop Interaction')\n",
       "    );\n",
       "    buttongrp.appendChild(button);\n",
       "    var titlebar = this.root.querySelector('.ui-dialog-titlebar');\n",
       "    titlebar.insertBefore(buttongrp, titlebar.firstChild);\n",
       "};\n",
       "\n",
       "mpl.figure.prototype._remove_fig_handler = function (event) {\n",
       "    var fig = event.data.fig;\n",
       "    if (event.target !== this) {\n",
       "        // Ignore bubbled events from children.\n",
       "        return;\n",
       "    }\n",
       "    fig.close_ws(fig, {});\n",
       "};\n",
       "\n",
       "mpl.figure.prototype._root_extra_style = function (el) {\n",
       "    el.style.boxSizing = 'content-box'; // override notebook setting of border-box.\n",
       "};\n",
       "\n",
       "mpl.figure.prototype._canvas_extra_style = function (el) {\n",
       "    // this is important to make the div 'focusable\n",
       "    el.setAttribute('tabindex', 0);\n",
       "    // reach out to IPython and tell the keyboard manager to turn it's self\n",
       "    // off when our div gets focus\n",
       "\n",
       "    // location in version 3\n",
       "    if (IPython.notebook.keyboard_manager) {\n",
       "        IPython.notebook.keyboard_manager.register_events(el);\n",
       "    } else {\n",
       "        // location in version 2\n",
       "        IPython.keyboard_manager.register_events(el);\n",
       "    }\n",
       "};\n",
       "\n",
       "mpl.figure.prototype._key_event_extra = function (event, _name) {\n",
       "    // Check for shift+enter\n",
       "    if (event.shiftKey && event.which === 13) {\n",
       "        this.canvas_div.blur();\n",
       "        // select the cell after this one\n",
       "        var index = IPython.notebook.find_cell_index(this.cell_info[0]);\n",
       "        IPython.notebook.select(index + 1);\n",
       "    }\n",
       "};\n",
       "\n",
       "mpl.figure.prototype.handle_save = function (fig, _msg) {\n",
       "    fig.ondownload(fig, null);\n",
       "};\n",
       "\n",
       "mpl.find_output_cell = function (html_output) {\n",
       "    // Return the cell and output element which can be found *uniquely* in the notebook.\n",
       "    // Note - this is a bit hacky, but it is done because the \"notebook_saving.Notebook\"\n",
       "    // IPython event is triggered only after the cells have been serialised, which for\n",
       "    // our purposes (turning an active figure into a static one), is too late.\n",
       "    var cells = IPython.notebook.get_cells();\n",
       "    var ncells = cells.length;\n",
       "    for (var i = 0; i < ncells; i++) {\n",
       "        var cell = cells[i];\n",
       "        if (cell.cell_type === 'code') {\n",
       "            for (var j = 0; j < cell.output_area.outputs.length; j++) {\n",
       "                var data = cell.output_area.outputs[j];\n",
       "                if (data.data) {\n",
       "                    // IPython >= 3 moved mimebundle to data attribute of output\n",
       "                    data = data.data;\n",
       "                }\n",
       "                if (data['text/html'] === html_output) {\n",
       "                    return [cell, data, j];\n",
       "                }\n",
       "            }\n",
       "        }\n",
       "    }\n",
       "};\n",
       "\n",
       "// Register the function which deals with the matplotlib target/channel.\n",
       "// The kernel may be null if the page has been refreshed.\n",
       "if (IPython.notebook.kernel !== null) {\n",
       "    IPython.notebook.kernel.comm_manager.register_target(\n",
       "        'matplotlib',\n",
       "        mpl.mpl_figure_comm\n",
       "    );\n",
       "}\n"
      ],
      "text/plain": [
       "<IPython.core.display.Javascript object>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    },
    {
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    {
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       "[[<Figure size 640x480 with 6 Axes>]]"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# 2.创建运行环境\n",
    "\n",
    "cerebro = bt.Cerebro()\n",
    "cerebro.adddata(data, name='IC')\n",
    "cerebro.adddata(data1, name='IF')\n",
    "cerebro.addstrategy(avgStrage)\n",
    "\n",
    "cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name='sharpe')\n",
    "cerebro.addanalyzer(bt.analyzers.DrawDown, _name='drawdown')\n",
    "\n",
    "cerebro.broker.setcash(1000000)\n",
    "cerebro.broker.setcommission(commission=0.0006)\n",
    "cerebro.addsizer(bt.sizers.PercentSizer, percents=90)\n",
    "\n",
    "# 3.运行\n",
    "result = cerebro.run()\n",
    "# 4.输出结果\n",
    "strats = result[0]\n",
    "print('Sharpe Ratio:', strats.analyzers.sharpe.get_analysis())\n",
    "print('DrawDown:', strats.analyzers.drawdown.get_analysis())\n",
    "\n",
    "cerebro.plot(style='candlestick', barup='red', bardown='green', fmt_x_data='%Y-%m-%d', fmt_x_ticks='%Y-%m-%d')\n"
   ]
  },
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   "source": []
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